Boloney is "mortadella" in Bologna.

Most grocers will make you a sandwich, charging you just for the cost of the roll and the weight of the meat or cheese. You won't really find delis as known in the US. Italians don't put things like mayonnaise, ketchup, and mustard on their sandwiches, and neither do they put tomatoes, lettuce, or onions. It will just be meat or cheese, nude and crude, on a roll.

It's worth your while to learn what type of salami or other cured meat, or cheese, is made locally, because they are likely to have the highest quality of that type of meat or cheese. For example, you'd probably find a very high quality mortadella in a grocery in Bologna, while in Naples, the mortadella might be an industrial product at most grocers.

In the evening, it's not a bad idea to buy the makings of a sandwich at a grocer, along with something to drink and some fruit, and take it back to the hotel to have supper. You can even buy a tube of mayonnaise for your sandwich! This is an excellent way to sample high quality local cheeses and cured meats. Add a good local wine, and you'll have a low-cost gastronomic tour.